-77.4%
PLTD vs RL
+80.2%
-157.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +5.8% | -11.3% | -2.8% |
| 7D | +4.2% | +0.2% | +4.0% | +4.9% |
| 30D | +20.8% | +7.3% | +13.5% | +25.5% |
| 3M | -2.6% | +1.0% | -3.6% | -1.3% |
| 6M | -33.1% | +11.8% | -44.9% | -28.7% |
| YTD | -20.0% | +13.6% | -33.6% | -13.0% |
| 1Y | -21.6% | +24.0% | -45.7% | -8.2% |
| All | -77.4% | +80.2% | -157.7% | -58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling